Canada's Liberal Prime Minister Justin Trudeau said on Sunday that he will not change the way he is campaigning ahead of the Oct 21 federal election after a security threat forced him to wear a bulletproof vest at a campaign rally on Saturday.

Trudeau arrived 90 minutes late to a rally outside of Toronto wearing the bulky protection under his shirt after he had received a security threat. No details have been provided by the Liberal Party or police.

"My first concern was for the safety of my family and for all the Canadians in the room," Trudeau told reporters after helping volunteers pack boxes of food for needy families on Canada's Thanksgiving holiday.

"This will not change at all how I campaign," Trudeau said. Trudeau - sleeves rolled up and not wearing a jacket - did not appear to be wearing a protective vest and security kept its distance compared with the tight circle they formed around him on Saturday.

The decision to go ahead with Saturday's rally was taken with the advice from the Royal Canadian Mounted Police, Trudeau said.

Trudeau - his campaign thrown off balance when pictures of him wearing blackface as a younger man emerged - is running in a statistical tie with his main rival, Conservative Party leader Andrew Scheer, polls show. But the left-leaning New Democrats (NDP) are gaining and could end up with the balance of power.

On Sunday, Trudeau said the Conservative Party was fuelling divisiveness, though he said he did not blame the party's tactics for creating Saturday's security problem.

Conservatives "feel personal attacks and lying to Canadians is the only way they can get elected," Trudeau said.

Trudeau's message to Canadians sitting down for their Thanksgiving meal was that Conservatives would bring only "cuts and austerity" if elected, whereas the Liberals would invest in the country's future.

Trudeau also took the opportunity to encourage progressive voters not to choose the NDP over Liberals, saying it could end up putting the Conservatives in power.

"If you want to stop Conservative cuts, you have to elect a progressive government, not a progressive opposition," he said.

Late on Saturday, both Scheer and NDP leader Jagmeet Singh condemned the security threat against Trudeau.

"Threats of violence against political leaders have absolutely no place in our democracy," Scheer said, adding that it was "upsetting" that Trudeau had to wear a bulletproof vest.

Singh said any threat to a party leader "is troubling to all of us".

"No matter how you vote or believe, no one should face threats of violence," Singh said.